On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the dominance of Mallows model averaging estimator over ordinary least squares estimator
scientific article

    Statements

    On the dominance of Mallows model averaging estimator over ordinary least squares estimator (English)
    0 references
    0 references
    0 references
    0 references
    3 September 2018
    0 references
    0 references
    finite sample size
    0 references
    mean squared error
    0 references
    model averaging
    0 references
    sufficient condition
    0 references
    Mallows model
    0 references
    0 references